CME Pit-Traded Corn Future March 2011
Trading Metrics calculated at close of trading on 20-Dec-2010 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
17-Dec-2010 |
20-Dec-2010 |
Change |
Change % |
Previous Week |
Open |
598-6 |
600-0 |
1-2 |
0.2% |
580-6 |
High |
599-0 |
604-0 |
5-0 |
0.8% |
599-0 |
Low |
588-0 |
597-4 |
9-4 |
1.6% |
579-4 |
Close |
596-4 |
599-4 |
3-0 |
0.5% |
596-4 |
Range |
11-0 |
6-4 |
-4-4 |
-40.9% |
19-4 |
ATR |
13-2 |
12-7 |
-0-3 |
-3.1% |
0-0 |
Volume |
114,996 |
93,729 |
-21,267 |
-18.5% |
562,273 |
|
Daily Pivots for day following 20-Dec-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
619-7 |
616-1 |
603-1 |
|
R3 |
613-3 |
609-5 |
601-2 |
|
R2 |
606-7 |
606-7 |
600-6 |
|
R1 |
603-1 |
603-1 |
600-1 |
601-6 |
PP |
600-3 |
600-3 |
600-3 |
599-5 |
S1 |
596-5 |
596-5 |
598-7 |
595-2 |
S2 |
593-7 |
593-7 |
598-2 |
|
S3 |
587-3 |
590-1 |
597-6 |
|
S4 |
580-7 |
583-5 |
595-7 |
|
|
Weekly Pivots for week ending 17-Dec-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
650-1 |
642-7 |
607-2 |
|
R3 |
630-5 |
623-3 |
601-7 |
|
R2 |
611-1 |
611-1 |
600-1 |
|
R1 |
603-7 |
603-7 |
598-2 |
607-4 |
PP |
591-5 |
591-5 |
591-5 |
593-4 |
S1 |
584-3 |
584-3 |
594-6 |
588-0 |
S2 |
572-1 |
572-1 |
592-7 |
|
S3 |
552-5 |
564-7 |
591-1 |
|
S4 |
533-1 |
545-3 |
585-6 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
604-0 |
580-4 |
23-4 |
3.9% |
8-5 |
1.4% |
81% |
True |
False |
105,073 |
10 |
604-0 |
556-0 |
48-0 |
8.0% |
10-6 |
1.8% |
91% |
True |
False |
119,368 |
20 |
604-0 |
520-6 |
83-2 |
13.9% |
10-5 |
1.8% |
95% |
True |
False |
135,089 |
40 |
617-4 |
520-6 |
96-6 |
16.1% |
11-5 |
1.9% |
81% |
False |
False |
119,992 |
60 |
617-4 |
468-0 |
149-4 |
24.9% |
12-1 |
2.0% |
88% |
False |
False |
102,731 |
80 |
617-4 |
448-4 |
169-0 |
28.2% |
11-2 |
1.9% |
89% |
False |
False |
90,351 |
100 |
617-4 |
409-4 |
208-0 |
34.7% |
10-7 |
1.8% |
91% |
False |
False |
77,626 |
120 |
617-4 |
384-0 |
233-4 |
38.9% |
10-1 |
1.7% |
92% |
False |
False |
66,907 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
631-5 |
2.618 |
621-0 |
1.618 |
614-4 |
1.000 |
610-4 |
0.618 |
608-0 |
HIGH |
604-0 |
0.618 |
601-4 |
0.500 |
600-6 |
0.382 |
600-0 |
LOW |
597-4 |
0.618 |
593-4 |
1.000 |
591-0 |
1.618 |
587-0 |
2.618 |
580-4 |
4.250 |
569-7 |
|
|
Fisher Pivots for day following 20-Dec-2010 |
Pivot |
1 day |
3 day |
R1 |
600-6 |
597-3 |
PP |
600-3 |
595-3 |
S1 |
599-7 |
593-2 |
|